ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 05-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154-11 |
153-04 |
-1-07 |
-0.8% |
152-21 |
High |
154-11 |
153-04 |
-1-07 |
-0.8% |
153-12 |
Low |
154-11 |
153-04 |
-1-07 |
-0.8% |
151-28 |
Close |
154-11 |
153-04 |
-1-07 |
-0.8% |
153-12 |
Range |
|
|
|
|
|
ATR |
0-30 |
0-31 |
0-01 |
2.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-04 |
153-04 |
153-04 |
|
R3 |
153-04 |
153-04 |
153-04 |
|
R2 |
153-04 |
153-04 |
153-04 |
|
R1 |
153-04 |
153-04 |
153-04 |
153-04 |
PP |
153-04 |
153-04 |
153-04 |
153-04 |
S1 |
153-04 |
153-04 |
153-04 |
153-04 |
S2 |
153-04 |
153-04 |
153-04 |
|
S3 |
153-04 |
153-04 |
153-04 |
|
S4 |
153-04 |
153-04 |
153-04 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-12 |
156-28 |
154-06 |
|
R3 |
155-28 |
155-12 |
153-25 |
|
R2 |
154-12 |
154-12 |
153-21 |
|
R1 |
153-28 |
153-28 |
153-16 |
154-04 |
PP |
152-28 |
152-28 |
152-28 |
153-00 |
S1 |
152-12 |
152-12 |
153-08 |
152-20 |
S2 |
151-12 |
151-12 |
153-03 |
|
S3 |
149-28 |
150-28 |
152-31 |
|
S4 |
148-12 |
149-12 |
152-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
153-04 |
2.618 |
153-04 |
1.618 |
153-04 |
1.000 |
153-04 |
0.618 |
153-04 |
HIGH |
153-04 |
0.618 |
153-04 |
0.500 |
153-04 |
0.382 |
153-04 |
LOW |
153-04 |
0.618 |
153-04 |
1.000 |
153-04 |
1.618 |
153-04 |
2.618 |
153-04 |
4.250 |
153-04 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
153-04 |
154-03 |
PP |
153-04 |
153-24 |
S1 |
153-04 |
153-14 |
|